摘要
通过对H.S.Houthakker和L.D.Taylor的"延迟决定需求模型"的数学模拟,将在宇航、辅助导航和军事等领域广泛应用的卡尔曼滤波与指数平滑法对比,探讨卡尔曼滤波在经济预测中应用的意义和作用。
A dynamic mathematical simulation on the Lagged Dependent Demand Model of H. S. Houthakker and L. D. Taylor is used to compare with Kalman Filter and exponential smoothing, which has been widely used in space navigation, navigation aid, military field and so on. This paper discusses the application, significance and role of Kalman Filter in economic prediction.
出处
《重庆工商大学学报（西部论坛）》
2008年第5期103-108,共6页
Journal of Chongqing Technology and Business University:West Forum
关键词
卡尔曼滤波
经济预测
Kalman Filtering
economic prediction
